-17.2%
AWK vs A
-14.2%
-2.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.2% |
| 7D | +2.2% | -2.1% | +4.2% | +2.5% |
| 30D | +4.4% | +0.6% | +3.8% | +4.2% |
| 3M | +15.4% | +10.9% | +4.5% | +13.1% |
| 6M | +3.5% | +28.2% | -24.6% | -1.5% |
| YTD | +9.8% | +8.6% | +1.2% | +7.8% |
| 1Y | +3.0% | +15.5% | -12.5% | -0.5% |
| 3Y | +9.7% | +31.8% | -22.2% | -1.4% |
| 5Y | -17.2% | -14.9% | -2.3% | -17.1% |
| All | -17.2% | -14.2% | -2.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling